DDR4-3200 CL14 is safer to run with XMP full AUTO settings and offers lots of potential for manual overclocking.
DDR4-4266 CL19 out of the box is considerably more memory performance, but might need manual tweaking (that depends on the board as well).

There are also some middle ground kits available with specs of DDR4-3600 CL16, like the F4-3600C16D-16GTZR and F4-3600C16Q-32GTZR.

Impact on gaming performance depends on the game itself and the settings used.